+169.1%
XLB vs FE
+107.4%
+61.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.1% | +5.2% | +0.9% | +4.3% |
| 3M | 0.0% | 0.0% | +0.1% | 0.0% |
| 6M | 0.0% | +5.0% | -5.1% | -1.9% |
| YTD | +16.0% | +7.9% | +8.1% | +12.7% |
| 1Y | +24.7% | +6.3% | +18.4% | +21.7% |
| 3Y | +40.4% | +46.0% | -5.7% | +21.2% |
| 5Y | +30.7% | +45.6% | -15.0% | +12.2% |
| All | +169.1% | +107.4% | +61.8% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling